Dynamic probabilistic forecasting with uncertainty
Fred Espen Benth, Gleda Kutrolli and Silvana Stefani
| Year of publication: |
2021
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|---|---|
| Authors: | Benth, Fred Espen ; Kutrolli, Gleda ; Stefani, Silvana |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 24.2021, 6/7, p. 1-18
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| Subject: | Probability density | model uncertainty | risk measure | volatility | option prices | stochastic processes in Banach space | Volatilität | Volatility | Risiko | Risk | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Wahrscheinlichkeitsrechnung | Probability theory | Prognoseverfahren | Forecasting model | Risikomaß | Risk measure | Entscheidung unter Unsicherheit | Decision under uncertainty | ARCH-Modell | ARCH model | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219024921500345 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012807773